+369.0%
LIN vs SCHG
+443.8%
-74.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -4.0% | -0.9% | -3.1% | -3.4% |
| 30D | -4.9% | -2.3% | -2.6% | -3.6% |
| 3M | -9.2% | +4.5% | -13.7% | -12.0% |
| 6M | -2.6% | +13.6% | -16.1% | -10.8% |
| YTD | +10.5% | +7.6% | +3.0% | +4.6% |
| 1Y | -0.1% | +13.0% | -13.1% | -8.9% |
| 3Y | +25.4% | +87.0% | -61.6% | -21.7% |
| 5Y | +59.7% | +82.9% | -23.2% | -0.5% |
| 10Y | +369.0% | +453.6% | -84.7% | +10.2% |
| All | +369.0% | +443.8% | -74.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling